Sequential monitoring variance changes in location model
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Recommendations
- Sequential monitoring variance change in linear regression model
- Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
- Cusum procedure for monitoring variability
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Cites work
- Almost sure convergence of the Bartlett estimator
- Delay time in sequential detection of change
- Modified procedures for change point monitoring in linear models
- Monitoring changes in linear models
- Monitoring disruptions in financial markets
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models
- The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
Cited in
(5)- Sequential monitoring variance change in linear regression model
- Sequential monitoring for change in scale
- Monitoring variance change in infinite order moving average processes and nonstationary autoregressive processes
- Surface temperature monitoring in liver procurement via functional variance change-point analysis
- Online monitoring variance change in a linear regression model with long-memory errors
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